+231.8%
WAT vs HAS
+102.6%
+129.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -1.0% | -0.5% |
| 7D | +3.4% | +3.3% | +0.1% | +2.5% |
| 30D | +9.6% | +30.5% | -20.9% | +1.6% |
| 3M | +15.5% | +29.9% | -14.4% | +7.1% |
| 6M | +33.9% | +26.5% | +7.4% | +24.5% |
| YTD | +25.2% | +51.9% | -26.7% | +9.7% |
| 1Y | +26.3% | +60.9% | -34.6% | +8.9% |
| 3Y | +85.8% | +215.0% | -129.2% | +31.5% |
| 5Y | +35.3% | +51.5% | -16.2% | +13.3% |
| 10Y | +231.8% | +102.2% | +129.5% | +151.8% |
| All | +231.8% | +102.6% | +129.2% | +151.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HAS.
Daily Out/Under-Performance
Portfolio return minus HAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling